The main reason for Causing this problem is python 3 version. Ubuntu 12.10 has latest python 3 but VMware work station build requires python 2 for running. This is common Bug as also mentioned in ubuntu 12.10 Bugs. Wait till it be fixed.

I had the same problem where the VMWare installer wants headers. Currently, I have Ubuntu 12.10 working.

Here is what was done:
Was running Ubuntu 11.04 and decided to try out 12.10. Backed up everything to external hard drive with rsync using my /root/daily.sh. My daily.sh just does a nightly rsnapshot of all my important file systems (I never ever create just a / and /boot like some do, instead I manually create all file systems or slices or partitions, however you like to call them).

Destroyed RAID-10 and created new RAID-5 (need more space and don't mind a bit of a slowdown)

Installed Ubuntu 12.10 X64 and of course, clicked the radio button to install it customized which is the bottom radio button iirc.